Preheat the oven to 400°F.
On a baking sheet, toss the cauliflower with the oil and a big pinch of salt and pepper. Roast until softened but not browned, about 10 minutes.
Reduce the oven to 375°F.
Meanwhile, in a medium saucepan, bring the bechamel to a simmer. Add the stock to loosen, whisking until smooth. Fold in the mozarella and half of the parmesan, a little at a time, until completely melted. Season to taste with salt and pepper.
Transfer the roasted cauliflower to a baking dish with sides and cover in the cheese sauce. Sprinkle with the remaining parmesan and bake until the top is golden and bubbly, 25-30 minutes. If the top starts browning too quickly, cover the dish with aluminum foil.
Preheat the grill or a large skillet to high heat.
Pat the steaks dry and season liberally with salt and pepper. Grill the steaks for 3 to 4 minutes per side to sear, then lower the heat to medium and cook until an instant-read thermometer reaches 130°F for rare, 140°F for medium rare and 150°F for medium-well.
Transfer the grilled steak to a cutting board, let rest for 5-10 minutes, then slice against the grain.
Combine the lemon, parsley, garlic, oil and salt in a blender until mostly smooth to make the gremolata.
Toss the watercress with the gremolata and divide between plates, along with steak and cauliflower gratin to serve.